there are so many-it's hard to decide...well-of female characters-
Melian is the one i respect the most,a powerful maia with great wisdom and kindness,beautiful and honorable. Also
Aredhel-a tragical character in my opinion-an elf of adventureous spirit,brave and beautiful, gave her life for her son who in the end betrayed her and her people.
Elbereth and Yavanna are my favorites of the Valier, probably because they respresent the two things I admire and love-sky and nature.
Of male characters-
Turgon,a great king of elves, Huan-ok,a dog, but still, very much important ,brave and kind.
Earendil -because of the great things that he did, and
Gil-Galad, who I find very interesting.
Ok,that's enough now